+151.9%
IWM vs IONS
-29.6%
+181.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.3% | -29.4% | +29.1% | +5.8% |
| 30D | +1.9% | -35.1% | +37.0% | +9.9% |
| 3M | -5.7% | -48.9% | +43.2% | +6.3% |
| 6M | -0.3% | -62.4% | +62.1% | +18.1% |
| YTD | +15.8% | -64.2% | +80.0% | +38.3% |
| 1Y | +17.1% | -60.9% | +78.0% | +37.2% |
| 3Y | +73.1% | -38.9% | +112.0% | +77.2% |
| 5Y | +25.9% | -15.6% | +41.4% | +16.3% |
| 10Y | +151.9% | -33.5% | +185.4% | +138.5% |
| All | +151.9% | -29.6% | +181.5% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling